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Introduced by Okounkov and Reshetikhin, the Schur process is known to be a determinantal point process, meaning that its correlation functions are minors of a single correlation kernel matrix. Previously, this was derived using…

Combinatorics · Mathematics 2023-10-10 Amol Aggarwal

In this paper, we study the significance of ecological interactions and separation of birth and death dynamics in stochastic heterogeneous populations via general birth-death processes. Interactions can manifest through the birth dynamics,…

Populations and Evolution · Quantitative Biology 2025-07-03 Erin Beckman , Heyrim Cho , Linh Huynh

We introduce a multivariate Markov transform which generalizes the well-known one-dimensional Stieltjes transform from the Moment problem and Spectral theory. Our main result states that two measures {\mu} and {\nu} with bounded support…

Complex Variables · Mathematics 2011-12-08 Ognyan Kounchev , Hermann Render

The notion of Markov duality between two Markov processes that can live in two different configurations spaces $(x,{\tilde x})$ is revisited via the spectral decompositions of the two Markov generators in their bi-orthogonal basis of right…

Statistical Mechanics · Physics 2025-10-08 Cecile Monthus

This paper deals with the stochastic modeling of a class of heterogeneous population in a random environment, called birth-death-swap. In addition to demographic events, swap events, i.e. moves between subgroups, occur in the population.…

Probability · Mathematics 2024-02-28 Sarah Kaakai , Nicole El Karoui

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…

Numerical Analysis · Mathematics 2022-01-06 Alberto Pessia , Jing Tang

The Hankel determinant representations for the partition function and boundary correlation functions of the six-vertex model with domain wall boundary conditions are investigated by the methods of orthogonal polynomial theory. For specific…

Mathematical Physics · Physics 2009-11-23 F. Colomo , A. G. Pronko

The $SL(2,R)$ duality symmetric action for the Born-Infeld theory in terms of two potentials, coupled with non-trivial backgroud fields in four dimensions is established. This construction is carried out in detail by analysing the…

High Energy Physics - Theory · Physics 2009-10-30 Adel Khoudeir , Yoan Parra

Two coupled spatial birth-and-death Markov evolutions on $\mathbb{R}^d$ are obtained as unique weak solutions to the associated Fokker-Planck equations. Such solutions are constructed by its associated sequence of correlation functions…

Probability · Mathematics 2017-01-09 Martin Friesen , Oleksandr Kutoviy

We consider dual polynomials of the multi-indexed ($q$-)Racah orthogonal polynomials. The $M$-indexed ($q$-)Racah polynomials satisfy the second order difference equations and various $1+2L$ ($L\geq M+1$) term recurrence relations with…

Mathematical Physics · Physics 2019-02-12 Satoru Odake

The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…

Probability · Mathematics 2018-06-26 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications…

Probability · Mathematics 2021-07-14 Frédéric Lavancier , Ronan Le Guével

The theory of polynomials orthogonal with respect to one inner product is classical. We discuss the extension of this theory to multiple inner products. Examples include the Lam\'e and Heine-Stieltjes polynomials.

Quantum Algebra · Mathematics 2013-04-17 Giovanni Felder , Thomas Willwacher

The purpose of this note is twofold: firstly to improve the known results on variation of extreme eigenvalues of birth and death matrices and random walk matrices; and secondly to progress towards the solution of a thirty years old open…

Probability · Mathematics 2019-06-21 K. Castillo , I. Zaballa

Multiple orthogonal polynomials with respect to two weights on the step-line are considered. A connection between different dual spectral matrices, one banded (recursion matrix) and one Hessenberg, respectively, and the Gauss-Borel…

Classical Analysis and ODEs · Mathematics 2022-10-17 Amilcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the…

Probability · Mathematics 2010-12-22 Jan M. Swart

We define a de Bruijn process with parameters n and L as a certain continuous-time Markov chain on the de Bruijn graph with words of length L over an n-letter alphabet as vertices. We determine explicitly its steady state distribution and…

Probability · Mathematics 2013-10-09 Arvind Ayyer , Volker Strehl

This paper revisits the notion of classical orthogonal polynomials from a broader functional-analytic point of view. It is intended neither as a survey of known results nor as a review of the literature, but rather as a conceptual…

Classical Analysis and ODEs · Mathematics 2026-05-28 K. Castillo

In this paper, monic polynomials orthogonal with deformation of the Freud-type weight function are considered. These polynomials fullfill linear differential equation with some polynomial coefficients in their holonomic form. The aim of…

Classical Analysis and ODEs · Mathematics 2022-05-11 Abey S. Kelil , Appanah R. Appadu , Sama Arjika

We propose a novel, general method to produce orthogonal polynomial dualities from the $^*$--bialgebra structure of Drinfeld--Jimbo quantum groups. The $^*$--structure allows for the construction of certain \textit{unitary} symmetries,…

Probability · Mathematics 2024-03-12 Chiara Franceschini , Jeffrey Kuan , Zhengye Zhou
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